R-universe - tfliaoui (tfliaoUI)

xtvfreg - Variance Function Panel Regression

Implements an iterative mean-variance panel regression estimator that allows both the mean and variance of the dependent variable to be functions of covariates. The method alternates between estimating a mean equation (using generalized linear models with Gaussian family) and a variance equation (using generalized linear models with Gamma family on squared within-group residuals) until convergence. Based on the methodology in Mooi-Reci and Liao (2025) <doi:10.1093/esr/jcae052>.

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1.00 score 212 downloads

iIneq - Computing Individual Components of the Gini and the Theil Indices

Computes individual contributions to the overall Gini and Theil's T and Theil's L measures and their decompositions by groups such as race, gender, national origin, with the three functions of iGini(), iTheiT(), and iTheilL(). For details, see Tim F. Liao (2019) <doi:10.1177/0049124119875961>.

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1.00 score 281 downloads

ProbMarg - Computing Logit & Probit Predicted Probabilities & Marginal Effects

Computes predicted probabilities and marginal effects for binary & ordinal logit and probit, (partial) generalized ordinal & multinomial logit models estimated with the glm(), clm() (in the 'ordinal' package), and vglm() (in the 'VGAM' package) functions.

Last updated

1.00 score 209 downloads